Second Derivative of Determinant of Matrix?

  1. Hi all....

    I've read on wikipedia (facepalm) that the first derivative of a determinant is

    del(det(A))/del(A_ij) = det(A)*(inv(A))_j,i

    If we go to find the second derivative (applying power rule), we get:

    del^2(A) / (del(A)_pq) (del (A)_ij) = {del(det(A))/del(A_pq)}*(inv(A))_j,i + det(A)*{del(inv(A)_j,i) / del(A_pq)}

    I have no clue how to calculate the derivative of the inverse of a matrix with respect to changing the values in the original matrix:
    I.E. del(inv(A)_j,i) / del(A_pq)

    Also.... would be nice if someone could prove the first statement for the first derivative of the determinant.

  2. jcsd
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